There is screw that must be undone that is inside the chuck. I believe that it is reverse threaded. To get the rest of the chuck off, we used a socket wrench with a long lever attached to it. To interface the wrench with the chuck we used a hex adapter (something that fits in the socket and is hex-shaped at the other end). The adapter also needs to fit into the chuck. Tighten the chuck around the adapter and use the wrench to carefully unscrew the chuck.
Hope that wasn't too confusing...
